-14.9%
HAL vs AFL
+339.8%
-354.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.3% |
| 7D | +6.1% | +2.9% | +3.2% | +3.5% |
| 30D | +2.9% | +8.0% | -5.1% | -4.1% |
| 3M | +3.3% | +5.9% | -2.6% | -2.4% |
| 6M | -16.9% | +11.6% | -28.6% | -25.7% |
| YTD | +21.2% | +17.5% | +3.7% | +2.4% |
| 1Y | +27.5% | +13.3% | +14.3% | +11.3% |
| 3Y | -6.4% | +67.0% | -73.5% | -46.2% |
| 5Y | +58.0% | +150.6% | -92.6% | -40.2% |
| All | -14.9% | +339.8% | -354.6% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling